GDP

Consumer prices

Unemployment rates

Current account balances

Government’s budget balance

Interest rates of 10 year government bonds

Foreign exchanges

Stock market indeces

Bonds and commodities

Market analyses, 2020.11.7

“Current account balance V Dollar-Yen correlation”

fx <- x3[, c(1, 50:55)] bgb <- x3[, c(1, 34:40)] stocks <- x3[, c(1, 57:64)] cab <- x3[, c(1, 26:32)] gdp <- x3[, c(1:8)]

par(mfrow=c(2, 1)) par(mfrow=c(1, 1)) #with(gdp, plot(x=DATE, y=GDP.JP, type=‘l’)) with(cab, plot(x=DATE, y=scale(CAB.JP), type=‘l’, xlab="“)) #with(bgb, plot(x=DATE, y=BGB.JP, type=‘l’)) with(fx, plot(x=DATE, y=scale(FX.JP), type=‘l’, xlab=”")) #with(stocks, plot(x=DATE, y=NK, type=‘l’))

with(cab, plot(x=DATE, y=scale(CAB.JP), type=‘l’, col=“blue”, ylab=“Scale”, main=“Current account balance V Dollar-Yen correlation”)) with(fx, lines(x=DATE, y=scale(FX.JP), type=‘l’, col=“red”)) legend(“topright”, c(“CAB”, “FX”), pch=“-”, col=c(“blue”, “red”)) text(x=as.Date(“2020-10-01”), y=1.0, label=“Cor=0.58”) cab_fit <- lm(DATE~scale(CAB.JP), cab) fx_fit <- lm(DATE~scale(FX.JP), fx) abline(cab_fit, col=“blue”) abline(fx_fit, col=“red”) grid() axis(2, at=x, labels=cab$DATE, las=2)

Market analyses, 2020.11.9 Mon

US interest rate V Euro/USD and GOLD

ir <- x3[, c(1, 42:48)] fx <- x3[, c(1, 50:55)] comms <- x3[, c(1, 68:72)] #plot(scale(IR.US)~DATE, ir, type=‘l’, ylim=c(-2, 3), yaxt=‘n’, ann=FALSE) plot(scale(IR.US)~DATE, ir, type=‘l’, ylim=c(-2, 3), main=“US interest rate V Euro/USD and GOLD”) lines(scale(FX.EU)~DATE, fx, type=‘l’, col=“red”) #lines(scale(GOLD)~DATE, comms, type=‘l’, col=“blue”, lty=3) lines(scale(GOLD)~DATE, comms, type=‘l’, col=“blue”) legend(“topright”, c(“IR.US”, “EURO”, “GOLD”), pch=“-”, col=c(“black”, “red”, “blue”)) grid() axis(2, at=ir\(US, las=2) axis(4, at=comms\)GOLD, labels=comms$GOLD,las=2)

Market analyses, 2020.11.11 Wed

Add US stock price and consumer price to the previous plots

plot(scale(IR.US)~DATE, ir, type=‘l’, ylim=c(-2, 3), main=“US interest rate V stock and consumer price”) stocks <- x3[, c(1, 57:64)] lines(scale(SP)~DATE, stocks, type=‘l’, lty=4, col=“skyblue”) cp <- x3[, c(1, 10:16)] lines(scale(CP.US)~DATE, cp, type=‘l’, lty=5, col=“pink”) legend(“topright”, c(“IR.US”, “S&P”, “CP.US”), pch=“-”, col=c(“black”, “skyblue”, “pink”)) grid()

Market analyses, 2020.11.12 Thu

Add US unemployment

plot(scale(IR.US)~DATE, ir, type=‘l’, ylim=c(-2, 3), main=“US interest rate V consumer price, unemployment”) uep <- x3[, c(1, 18:24)] names(uep) <- c(“DATE”, “US”, “CN”, “JP”, “EU”,“IN”, “SK”, “TW”) lines(scale(CP.US)~DATE, cp, type=‘l’, lty=5, col=“pink”) lines(scale(US)~DATE, uep, type=‘l’, lty=6, col=“green”) legend(“topright”, c(“IR.US”, “CP.US”, “UNEMP”), pch=“-”, col=c(“black”, “pink”, “green”)) grid()

Market analyses, 2020.11.13 Fri

Take PAIRS of IR, CP and UEP of US

x <- data.frame(cbind( scale(ir\(IR.US), scale(cp\)CP.US), scale(uep\(US), scale(comms\)GOLD), scale(stocks\(SP), scale(fx\)FX.EU))) names(x) <- c(“IR”, “CP”, “UEP”, “GOLD”, “S&P”, “EURO”) pairs(x)

reg <- function(x, y, …) { points(x,y, …) abline(lm(y~x)) }# made to draw regression line instead of lowess line

panel.cor <- function(x, y, digits = 2, prefix = "“, cex.cor, …) { usr <- par(”usr"); on.exit(par(usr)) par(usr = c(0, 1, 0, 1)) r <- abs(cor(x, y)) txt <- format(c(r, 0.123456789), digits = digits)[1] txt <- paste0(prefix, txt) text(0.5, 0.5, txt, cex = 1.1, font = 4) } #EXAMPLE OF USE: pairs(x, upper.panel = reg, # replace HERE for panel.smooth # cex = 1.5, pch = 19, col = adjustcolor(4, .4), cex.labels = 2, font.labels = 2, lower.panel = panel.cor)

Market analyses, 2020.11.13 Fri

Take a look at the other countries. First Europe.

x <- data.frame(cbind( scale(ir\(IR.EU), scale(cp\)CP.EU), scale(uep\(EU), scale(comms\)GOLD), scale(stocks\(DAX), scale(fx\)FX.EU) )) names(x) <- c(“IR”, “CP”, “UEP”, “GOLD”, “DAX”, “EURO”) pairs(x, upper.panel = reg, # replace HERE for panel.smooth # cex = 1.5, pch = 19, col = adjustcolor(4, .4), cex.labels = 2, font.labels = 2, lower.panel = panel.cor)

Market analyses, 2020.11.16 Mon

Take PAIRS of IR, CP and UEP of US

x <- data.frame(cbind( scale(ir\(IR.US), scale(cp\)CP.US), scale(uep\(US), scale(comms\)GOLD), scale(stocks\(SP), scale(fx\)FX.JP))) names(x) <- c(“IR”, “CP”, “UEP”, “GOLD”, “S&P”, “JPY”) pairs(x)

reg <- function(x, y, …) { points(x,y, …) abline(lm(y~x)) }# made to draw regression line instead of lowess line

panel.cor <- function(x, y, digits = 2, prefix = "“, cex.cor, …) { usr <- par(”usr"); on.exit(par(usr)) par(usr = c(0, 1, 0, 1)) r <- abs(cor(x, y)) txt <- format(c(r, 0.123456789), digits = digits)[1] txt <- paste0(prefix, txt) text(0.5, 0.5, txt, cex = 1.1, font = 4) } #EXAMPLE OF USE: pairs(x, upper.panel = reg, # replace HERE for panel.smooth # cex = 1.5, pch = 19, col = adjustcolor(4, .4), cex.labels = 2, font.labels = 2, lower.panel = panel.cor)

Market analyses, 2020.11.19 Thu

Take PAIRS of IR, CP and UEP of US

x <- data.frame(cbind( scale(ir\(IR.US), scale(cp\)CP.US), scale(uep\(US), scale(comms\)GOLD), scale(stocks\(SP), scale(fx\)FX.CN))) names(x) <- c(“IR”, “CP”, “UEP”, “GOLD”, “S&P”, “CHY”) pairs(x)

reg <- function(x, y, …) { points(x,y, …) abline(lm(y~x)) }# made to draw regression line instead of lowess line

panel.cor <- function(x, y, digits = 2, prefix = "“, cex.cor, …) { usr <- par(”usr"); on.exit(par(usr)) par(usr = c(0, 1, 0, 1)) r <- abs(cor(x, y)) txt <- format(c(r, 0.123456789), digits = digits)[1] txt <- paste0(prefix, txt) text(0.5, 0.5, txt, cex = 1.1, font = 4) } #EXAMPLE OF USE: pairs(x, upper.panel = reg, # replace HERE for panel.smooth # cex = 1.5, pch = 19, col = adjustcolor(4, .4), cex.labels = 2, font.labels = 2, lower.panel = panel.cor)